Market structure or traders' behavior? : a multi agent model to assess flash crash phenomena and their regulation
Year of publication: |
2019
|
---|---|
Authors: | Oriol, Nathalie ; Veryzhenko, Iryna |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 7, p. 1075-1092
|
Subject: | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Marktstruktur | Market structure | Regulierung | Regulation |
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